Tis the season when Chicago’s stages give way to Ebenezer Scrooges, George Baileys and Nutcracker princes — plus, the sounds of klezmer, flamenco, bluegrass and Motown.

Tucked away in New Mexico’s northwestern corner sits Aztec – a place where the desert sky stretches endlessly blue and time seems to move at the perfect unhurried pace. While tourists flock to Santa ...